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On Some Integer-Valued Autoregressive Moving Average Models

Author

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  • Aly, E. E. A. A.
  • Bouzar, N.

Abstract

The purpose of this paper is to extend the class of AR(1) models introduced by Aly and Bouzar (1994) to more general ARMA models. As an application some new Poisson geometric, negative binomial, and Poisson logarithmic ARMA models are derived.

Suggested Citation

  • Aly, E. E. A. A. & Bouzar, N., 1994. "On Some Integer-Valued Autoregressive Moving Average Models," Journal of Multivariate Analysis, Elsevier, vol. 50(1), pages 132-151, July.
    • Handle: RePEc:eee:jmvana:v:50:y:1994:i:1:p:132-151
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    Cited by:

    1. Hee-Young Kim & Yousung Park, 2008. "A non-stationary integer-valued autoregressive model," Statistical Papers, Springer, vol. 49(3), pages 485-502, July.
    2. Klebanov, Lev B. & Slámová, Lenka, 2013. "Integer valued stable random variables," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1513-1519.

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